Anic Equity¶

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Total return since start: 0.615 %¶

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Equity now: -----------------------------> 49335.89 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45274.35 Kr¶

PnL: ---------------------------------------> 218.35 Kr¶

DD now: ---------------------------------> -7.124 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 10:46:48.104514'

Anic Portfolio¶

This Week¶

Return: 0.04 %¶

Total portfolio value¶

Return including deposits: 61.471 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.180000 1664.640000 195.640000 13.320000 1468.999998
Orrön Energy 180 0.530000 2214.000000 171.000000 8.370000 2043.000000
Atrium Ljungberg B 5 -0.850000 986.500000 51.500000 5.510000 935.000000
Platzer Fastigheter Holding B 12 -1.650000 1003.200000 42.200000 4.390000 960.999996
Hexatronic Group 12 0.360000 1005.360000 38.360000 3.970000 966.999996
Sedana Medical 93 -3.910000 2557.500000 36.500000 1.450000 2521.000011
Sagax B 4 -0.760000 890.400000 36.400000 4.260000 854.000000
Catena 2 -1.380000 827.200000 35.200000 4.440000 792.000000
OX2 13 3.060000 984.100000 34.100000 3.590000 949.999999
Sagax A 4 -0.890000 888.000000 34.000000 3.980000 854.000000
Hoist Finance 35 -0.520000 1011.500000 31.500000 3.210000 980.000000
JM 6 -0.930000 894.000000 30.000000 3.470000 864.000000
HEXPOL B 9 1.140000 1039.500000 18.500000 1.810000 1020.999996
Bilia A 8 0.260000 918.400000 18.400000 2.040000 900.000000
Gränges 9 -0.480000 937.800000 9.800000 1.060000 927.999999
BioGaia B 8 -1.260000 938.400000 8.400000 0.900000 930.000000
Biotage 7 -0.880000 949.200000 8.200000 0.870000 940.999997
Byggmax Group 33 -1.490000 958.980000 2.980000 0.310000 956.000001
AcadeMedia 8 -0.890000 402.800000 0.800000 0.200000 402.000000
VEF 909 -3.050000 1850.720000 0.720000 0.040000 1850.000436
Clas Ohlson B 12 -1.220000 972.000000 -1.000000 -0.100000 972.999996
ASSA ABLOY B 3 -0.500000 775.800000 -3.200000 -0.410000 779.000001
EQT 4 -1.340000 825.200000 -6.800000 -0.820000 832.000000
Nordic Waterproofing Holding 7 -0.440000 949.200000 -17.800000 -1.840000 966.999999
SKF B 5 0.000000 918.250000 -21.750000 -2.310000 940.000000
Alimak Group 11 -1.440000 905.300000 -22.700000 -2.450000 927.999996
Creaspac SPAC 39 -0.110000 3693.300000 -24.700000 -0.660000 3717.999987
Addnode Group B 11 -0.850000 894.300000 -26.700000 -2.900000 921.000003
Indutrade 5 -0.460000 1184.500000 -33.500000 -2.750000 1218.000000
Latour B 4 -0.740000 810.000000 -47.000000 -5.480000 857.000000
Vitec Software Group B 2 -1.890000 1039.000000 -48.000000 -4.420000 1087.000000
Bufab 3 -1.140000 1038.600000 -70.400000 -6.350000 1109.000001
INVISIO 16 -0.440000 3600.000000 -89.000000 -2.410000 3689.000000
BHG Group 97 -1.050000 1366.730000 -92.270000 -6.320000 1458.999989
Hexagon B 26 -1.930000 3367.000000 -94.000000 -2.720000 3461.000010
TOTAL 45261.380000 205.380000 -7.14873% 45056.000411

Updated:¶

'2023-07-05 10:44:54.786973'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶